Fractiz
Sample Run
Breakout Continuation
NQ 1H · 2020-2024 · NQ
Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.
Net P&L
$99,720.25
Max Drawdown %
42.10%
Profit Factor
1.08
Win Rate
35.08%
Sharpe Ratio
0.50
Total Trades
1,009
Monthly Returns
Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -12k | 16k | -28k | 6.0k | -12k | -8.0k | 7.6k | 22k | 3.9k | -3.6k | 12k | -2.4k | 1.9k |
| 2021 | 12k | 10k | -2.0k | -8 | 9.9k | 25 | -4.0k | -4.1k | -2.0k | 6.0k | 10.0k | 24k | 60k |
| 2022 | 26k | 4.0k | -2.2k | 4.8k | -8.8k | 2.0k | -6.1k | -6.1k | -7.2k | 12k | 6.0k | -55 | 25k |
| 2023 | 2.4k | 14k | -1.9k | -8.0k | 10k | 10k | -16k | -1.5k | -10k | -12k | 18k | -2.1k | 3.3k |
| 2024 | 15k | -7.1k | 2.1k | · | · | · | · | · | · | · | · | · | 9.7k |
Detailed Metrics
Sharpe Ratio
0.50
Sortino Ratio
0.81
Profit Factor
1.08
Avg Win / Avg Loss
1.99
Avg Winner
$3,981.67
Avg Loser
-$1,999.68
Expectancy
$98.83
Recovery Factor
2.18
Max Drawdown ($)
$45,745.00
Max Drawdown (%)
42.10%
Max DD ($) Trough
118d
Max DD ($) Recovery
Not yet recovered
Max DD (%) Trough
125d
Max DD (%) Recovery
191d
Commission
$2,774.75
Winning / Losing
354 / 655
Total Orders
3,030
Configuration
Strategy
Breakout Continuation
Contracts
NQ
Timeframe
1H
Date Range
Jan 1, 2020 - Dec 31, 2024
Initial Capital
$100,000.00
Slippage Model
Realistic
Parameters
Breakout Period (bars)
20
Take-Profit (points)
200
Stop-Loss (points)
100
Cooldown (bars after entry)
0
Streaks
Max Consecutive Wins
5
Max Consecutive Losses
11
Avg Consecutive Wins
1.5
Avg Consecutive Losses
2.7
Median Consecutive Wins
1
Median Consecutive Losses
2
Daily Performance
Tradeable Days
1,293
Days Traded
701
Profitable Days
308
Daily Win Rate
43.94%
Avg Daily Return
$142.25
Std Dev Daily
$3,339.32
Max Daily Return
$15,959.00
Min Daily Return
-$7,620.50
Max EOD Drawdown
$45,745.00
Per-Trade P&L Distribution
Spread of single-trade outcomes. Wide tails on the right reveal whether the strategy depends on a few large winners.
Daily P&L Distribution
Spread of net P&L per trading day. A flat right tail means consistency; a single large positive bin means luck.
Streak Distribution
How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.
Recent Daily P&L
Last 120 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.
Orders
3,030 orders generated by this run.
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